The Eggs are the birds' most desperate items they want to protect in the game. King Pig, who hasn't tasted any eggs and scared that the other pigs will find out his secret, ordered the minion pigs to steal the birds' three remaining eggs. The birds continously have to retrieve the eggs back from the pigs. In every episode, there are three eggs other than Season's Greedings and Go Green, Get Lucky, which have one, and 2 for Hogs and Kisses.

Eggs, as seen in the cinematic trailer

Trivia

Eggs are the only indestructible object in the entire game (excluding walls and rubber).

In the King Pig game mode from the iPad version, the Pigs that you usually attack are replaced with Eggs, having the existence of the Helmet Egg, the Moustache Egg, and the King Egg.

In Angry Birds Star Wars, the Eggs play the role as The Egg. It contains The Force, which both the Jedi Birds and Sith Lards are seeking. Yoda Bird disguised it as an astromech droid, called R2-D2, to keep it safe. Unfortunately, Yoda has forgotten to tell the other birds.

The three eggs that were stolen by the pigs repeatedly. (Appear in animations and cutscenes.

One of the eggs appears in Bad Piggies (game). (If you are too close to the birds, they will wake up,

Double Take, that is an episode from the Toons version. Note the pig pretending to be the egg.

knowing you stole the egg.)

Actually, these are decoys set up by the Blue Birds (Jay, Jake, and Jim) to fool the pigs, revealed in the final cutscene for Flight in the Night.

In Angry Birds Toons, the eggs keep changing locations.

In Egg Sounds, Do as I Say, Off Duty and Dopeys on a Rope, the nest is under a cliff.

In Cordon Bleugh, Hypno Pigs and Egg's Day Out it is above the cliff.

In True Blue, Trojan Egg, Double Take and The Bird that Cried Pig, it is on a patch of land.

This is probably because the birds moved them, trying to hide them from the pigs.

The eggs also change their location in Angry Birds Epic, as the nest was moved to South Beach.

In Angry Birds Toons, in the language that birds/pigs seem to speak, they call eggs "Ainah". "As heard in The Bird Who Cried Pig and multiple other episodes, most notably Egg's Day Out and vairious episodes involving King Pig.